Li, Xin; Wu, Dongya Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression. (English) Zbl 07795429 J. Glob. Optim. 88, No. 1, 79-114 (2024). MSC: 90C26 62H12 65F55 PDFBibTeX XMLCite \textit{X. Li} and \textit{D. Wu}, J. Glob. Optim. 88, No. 1, 79--114 (2024; Zbl 07795429) Full Text: DOI
Wu, Yuh-Jenn; Hong, Li-Syuan; Cheng, Li-Hsueh; Chien, Li-Chu Forecasting short-term mortality trends using Bernstein polynomials. (English) Zbl 07702515 Commun. Stat., Theory Methods 52, No. 8, 2417-2433 (2023). MSC: 62P25 65C05 PDFBibTeX XMLCite \textit{Y.-J. Wu} et al., Commun. Stat., Theory Methods 52, No. 8, 2417--2433 (2023; Zbl 07702515) Full Text: DOI
Zhang, Rui; Wang, Dehui A new binomial autoregressive process with explanatory variables. (English) Zbl 1524.62461 J. Comput. Appl. Math. 420, Article ID 114814, 18 p. (2023). MSC: 62M10 60F05 62G05 65C05 60J10 PDFBibTeX XMLCite \textit{R. Zhang} and \textit{D. Wang}, J. Comput. Appl. Math. 420, Article ID 114814, 18 p. (2023; Zbl 1524.62461) Full Text: DOI
Slaoui, Yousri Recursive kernel regression estimation under \(\alpha\)-mixing data. (English) Zbl 07633412 Commun. Stat., Theory Methods 51, No. 24, 8459-8475 (2022). MSC: 62G05 62G08 62G20 62L20 62H20 65D10 PDFBibTeX XMLCite \textit{Y. Slaoui}, Commun. Stat., Theory Methods 51, No. 24, 8459--8475 (2022; Zbl 07633412) Full Text: DOI
Chérief-Abdellatif, Badr-Eddine; Alquier, Pierre Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence. (English) Zbl 07467718 Bernoulli 28, No. 1, 181-213 (2022). MSC: 62-XX 65-XX PDFBibTeX XMLCite \textit{B.-E. Chérief-Abdellatif} and \textit{P. Alquier}, Bernoulli 28, No. 1, 181--213 (2022; Zbl 07467718) Full Text: DOI arXiv Link
Davis, Richard A.; do Rêgo Sousa, Thiago; Klüppelberg, Claudia Indirect inference for time series using the empirical characteristic function and control variates. (English) Zbl 1476.62181 J. Time Ser. Anal. 42, No. 5-6, 653-684 (2021). MSC: 62M10 62E20 62G20 65C05 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 42, No. 5--6, 653--684 (2021; Zbl 1476.62181) Full Text: DOI arXiv
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur; Linton, Oliver; Srisuma, Sorawoot Nonparametric Euler equation identification and estimation. (English) Zbl 1479.62090 Econom. Theory 37, No. 5, 851-891 (2021). MSC: 62P20 62G05 65C05 PDFBibTeX XMLCite \textit{J. C. Escanciano} et al., Econom. Theory 37, No. 5, 851--891 (2021; Zbl 1479.62090) Full Text: DOI
Belomestny, Denis; Iosipoi, Leonid; Moulines, Eric; Naumov, Alexey; Samsonov, Sergey Variance reduction for dependent sequences with applications to stochastic gradient MCMC. (English) Zbl 1478.60206 SIAM/ASA J. Uncertain. Quantif. 9, 507-535 (2021). MSC: 60J20 65C40 PDFBibTeX XMLCite \textit{D. Belomestny} et al., SIAM/ASA J. Uncertain. Quantif. 9, 507--535 (2021; Zbl 1478.60206) Full Text: DOI arXiv
Eftekhari, Armin; Tanner, Jared; Thompson, Andrew; Toader, Bogdan; Tyagi, Hemant Sparse non-negative super-resolution – simplified and stabilised. (English) Zbl 1460.94019 Appl. Comput. Harmon. Anal. 50, 216-280 (2021). MSC: 94A12 94A20 60A10 65F15 PDFBibTeX XMLCite \textit{A. Eftekhari} et al., Appl. Comput. Harmon. Anal. 50, 216--280 (2021; Zbl 1460.94019) Full Text: DOI arXiv
Stehr, Mads; Kiderlen, Markus Asymptotic variance of Newton-Cotes quadratures based on randomized sampling points. (English) Zbl 07378199 Adv. Appl. Probab. 52, No. 4, 1284-1307 (2020). MSC: 65D30 60G55 60G10 60K05 65D32 PDFBibTeX XMLCite \textit{M. Stehr} and \textit{M. Kiderlen}, Adv. Appl. Probab. 52, No. 4, 1284--1307 (2020; Zbl 07378199) Full Text: DOI
Lyu, Junlong; Wang, Zhongjian; Xin, Jack; Zhang, Zhiwen Convergence analysis of stochastic structure-preserving schemes for computing effective diffusivity in random flows. (English) Zbl 1509.37120 SIAM J. Numer. Anal. 58, No. 5, 3040-3067 (2020). MSC: 37M25 60J60 60H35 65P10 65M75 76M50 PDFBibTeX XMLCite \textit{J. Lyu} et al., SIAM J. Numer. Anal. 58, No. 5, 3040--3067 (2020; Zbl 1509.37120) Full Text: DOI arXiv
Lee, Youngmi; Lee, Sangyeol CUSUM test for general nonlinear integer-valued GARCH models: comparison study. (English) Zbl 1431.62396 Ann. Inst. Stat. Math. 71, No. 5, 1033-1057 (2019). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{Y. Lee} and \textit{S. Lee}, Ann. Inst. Stat. Math. 71, No. 5, 1033--1057 (2019; Zbl 1431.62396) Full Text: DOI
Hayashi, Takaki; Koike, Yuta Wavelet-based methods for high-frequency lead-lag analysis. (English) Zbl 1419.91649 SIAM J. Financ. Math. 9, No. 4, 1208-1248 (2018). MSC: 91G60 65T60 62P05 62M10 PDFBibTeX XMLCite \textit{T. Hayashi} and \textit{Y. Koike}, SIAM J. Financ. Math. 9, No. 4, 1208--1248 (2018; Zbl 1419.91649) Full Text: DOI arXiv
Krumscheid, Sebastian Perturbation-based inference for diffusion processes: obtaining effective models from multiscale data. (English) Zbl 1417.60051 Math. Models Methods Appl. Sci. 28, No. 8, 1565-1597 (2018). MSC: 60H10 60J60 62M05 60H30 65R32 PDFBibTeX XMLCite \textit{S. Krumscheid}, Math. Models Methods Appl. Sci. 28, No. 8, 1565--1597 (2018; Zbl 1417.60051) Full Text: DOI arXiv
Scheichl, R.; Stuart, A. M.; Teckentrup, A. L. Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems. (English) Zbl 1516.65118 SIAM/ASA J. Uncertain. Quantif. 5, 493-518 (2017). MSC: 65N21 65N30 65C05 62F15 62M40 65N12 65Y20 35R60 PDFBibTeX XMLCite \textit{R. Scheichl} et al., SIAM/ASA J. Uncertain. Quantif. 5, 493--518 (2017; Zbl 1516.65118) Full Text: DOI arXiv
Kawai, Reiichiro Higher order fractional stable motion: hyperdiffusion with heavy tails. (English) Zbl 1355.60050 J. Stat. Phys. 165, No. 1, 126-152 (2016). MSC: 60G22 60G52 60J60 60G18 60G17 60F05 65C50 PDFBibTeX XMLCite \textit{R. Kawai}, J. Stat. Phys. 165, No. 1, 126--152 (2016; Zbl 1355.60050) Full Text: DOI
Doukhan, Paul; Kengne, William Inference and testing for structural change in general Poisson autoregressive models. (English) Zbl 1349.62397 Electron. J. Stat. 9, No. 1, 1267-1314 (2015). MSC: 62M10 62F12 62F10 62F03 62F05 65C60 60F05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{W. Kengne}, Electron. J. Stat. 9, No. 1, 1267--1314 (2015; Zbl 1349.62397) Full Text: DOI arXiv Euclid
Jasra, Ajay; Kantas, Nikolas; Ehrlich, Elena Approximate inference for observation-driven time series models with intractable likelihoods. (English) Zbl 1322.65011 ACM Trans. Model. Comput. Simul. 24, No. 3, Article No. 13, 25 p. (2014). MSC: 65C20 62F12 62F15 65C60 PDFBibTeX XMLCite \textit{A. Jasra} et al., ACM Trans. Model. Comput. Simul. 24, No. 3, Article No. 13, 25 p. (2014; Zbl 1322.65011) Full Text: DOI arXiv
Dehay, Dominique; Dudek, Anna; Leśkow, Jacek Subsampling for continuous-time almost periodically correlated processes. (English) Zbl 1287.62019 J. Stat. Plann. Inference 150, 142-158 (2014). MSC: 62M09 62E20 65C60 PDFBibTeX XMLCite \textit{D. Dehay} et al., J. Stat. Plann. Inference 150, 142--158 (2014; Zbl 1287.62019) Full Text: DOI
Blacher, René Proved random numbers obtained from hardware devices. (English) Zbl 1302.65022 Commun. Stat., Simulation Comput. 43, No. 5, 1020-1035 (2014). MSC: 65C10 11B39 PDFBibTeX XMLCite \textit{R. Blacher}, Commun. Stat., Simulation Comput. 43, No. 5, 1020--1035 (2014; Zbl 1302.65022) Full Text: DOI
Prášková, Zuzana; Chochola, Ondřej \(M\)-procedures for detection of a change under weak dependence. (English) Zbl 1285.62022 J. Stat. Plann. Inference 149, 60-76 (2014). MSC: 62F05 62F03 62F10 65C60 PDFBibTeX XMLCite \textit{Z. Prášková} and \textit{O. Chochola}, J. Stat. Plann. Inference 149, 60--76 (2014; Zbl 1285.62022) Full Text: DOI
Bardet, Jean-Marc; Kengne, William Monitoring procedure for parameter change in causal time series. (English) Zbl 1280.62103 J. Multivariate Anal. 125, 204-221 (2014). MSC: 62M10 62L12 62L10 60F05 62P05 65C60 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{W. Kengne}, J. Multivariate Anal. 125, 204--221 (2014; Zbl 1280.62103) Full Text: DOI arXiv
Hwang, Eunju; Shin, Dong Wan Stationary bootstrapping realized volatility. (English) Zbl 1279.62101 Stat. Probab. Lett. 83, No. 9, 2045-2051 (2013). MSC: 62G09 60G10 62E20 65C05 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Stat. Probab. Lett. 83, No. 9, 2045--2051 (2013; Zbl 1279.62101) Full Text: DOI
Hudecová, Šárka Structural changes in autoregressive models for binary time series. (English) Zbl 1279.62186 J. Stat. Plann. Inference 143, No. 10, 1744-1752 (2013). MSC: 62M10 62P20 62F05 65C60 PDFBibTeX XMLCite \textit{Š. Hudecová}, J. Stat. Plann. Inference 143, No. 10, 1744--1752 (2013; Zbl 1279.62186) Full Text: DOI
Bücher, Axel; Ruppert, Martin Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. (English) Zbl 1277.62207 J. Multivariate Anal. 116, 208-229 (2013). MSC: 62M10 62G08 62G10 60F05 62H05 65C05 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{M. Ruppert}, J. Multivariate Anal. 116, 208--229 (2013; Zbl 1277.62207) Full Text: DOI arXiv
Wishart, Justin Rory Wavelet deconvolution in a periodic setting with long-range dependent errors. (English) Zbl 1259.62075 J. Stat. Plann. Inference 143, No. 5, 867-881 (2013). MSC: 62M09 65T60 62G05 65C60 62G07 PDFBibTeX XMLCite \textit{J. R. Wishart}, J. Stat. Plann. Inference 143, No. 5, 867--881 (2013; Zbl 1259.62075) Full Text: DOI arXiv
Dabo-Niang, Sophie; Yao, Anne-Françoise Kernel spatial density estimation in infinite dimension space. (English) Zbl 1256.62016 Metrika 76, No. 1, 19-52 (2013). MSC: 62G07 62M40 62G20 65C60 PDFBibTeX XMLCite \textit{S. Dabo-Niang} and \textit{A.-F. Yao}, Metrika 76, No. 1, 19--52 (2013; Zbl 1256.62016) Full Text: DOI Link
Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas Goodness-of-fit tests for long memory moving average marginal density. (English) Zbl 1256.62051 Metrika 76, No. 2, 205-224 (2013). MSC: 62M10 62G10 62G07 62G05 62E20 65C60 PDFBibTeX XMLCite \textit{H. L. Koul} et al., Metrika 76, No. 2, 205--224 (2013; Zbl 1256.62051) Full Text: DOI
Fan, Guo-Liang; Liang, Han-Ying; Wang, Jiang-Feng Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors. (English) Zbl 1256.62018 Stat. Pap. 54, No. 1, 85-112 (2013). MSC: 62G08 62G05 62G20 62E20 65C60 PDFBibTeX XMLCite \textit{G.-L. Fan} et al., Stat. Pap. 54, No. 1, 85--112 (2013; Zbl 1256.62018) Full Text: DOI
Fan, Jianqing; Zhang, Jingjin; Yu, Ke Vast portfolio selection with gross-exposure constraints. (English) Zbl 1261.62091 J. Am. Stat. Assoc. 107, No. 498, 592-606 (2012). MSC: 62P05 65C60 PDFBibTeX XMLCite \textit{J. Fan} et al., J. Am. Stat. Assoc. 107, No. 498, 592--606 (2012; Zbl 1261.62091) Full Text: DOI Link
Liang, Han-Ying; de Uña-Álvarez, Jacobo Empirical likelihood for conditional quantile with left-truncated and dependent data. (English) Zbl 1254.62034 Ann. Inst. Stat. Math. 64, No. 4, 765-790 (2012). MSC: 62G05 62G15 62E20 62G10 62H12 65C60 PDFBibTeX XMLCite \textit{H.-Y. Liang} and \textit{J. de Uña-Álvarez}, Ann. Inst. Stat. Math. 64, No. 4, 765--790 (2012; Zbl 1254.62034) Full Text: DOI
Fokianos, Konstantinos; Tjøstheim, Dag Nonlinear Poisson autoregression. (English) Zbl 1253.62058 Ann. Inst. Stat. Math. 64, No. 6, 1205-1225 (2012). MSC: 62M10 62J02 62F12 65C60 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{D. Tjøstheim}, Ann. Inst. Stat. Math. 64, No. 6, 1205--1225 (2012; Zbl 1253.62058) Full Text: DOI
Niu, Si-li Asymptotic normality of wavelet density estimator under censored dependent observations. (English) Zbl 1252.62040 Acta Math. Appl. Sin., Engl. Ser. 28, No. 4, 781-794 (2012). MSC: 62G07 62N01 62G20 65C60 PDFBibTeX XMLCite \textit{S.-l. Niu}, Acta Math. Appl. Sin., Engl. Ser. 28, No. 4, 781--794 (2012; Zbl 1252.62040) Full Text: DOI
Monteiro, Magda; Scotto, Manuel G.; Pereira, Isabel Integer-valued self-exciting threshold autoregressive processes. (English) Zbl 1270.62122 Commun. Stat., Theory Methods 41, No. 15, 2717-2737 (2012). MSC: 62M10 62F10 65C60 PDFBibTeX XMLCite \textit{M. Monteiro} et al., Commun. Stat., Theory Methods 41, No. 15, 2717--2737 (2012; Zbl 1270.62122) Full Text: DOI Link
Zhang, Jing-Jing; Liang, Han-Ying Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors. (English) Zbl 1271.62081 Commun. Stat., Theory Methods 41, No. 10-12, 2172-2201 (2012). MSC: 62G05 62G20 62G08 65C60 PDFBibTeX XMLCite \textit{J.-J. Zhang} and \textit{H.-Y. Liang}, Commun. Stat., Theory Methods 41, No. 10--12, 2172--2201 (2012; Zbl 1271.62081) Full Text: DOI
Xue, Liugen; Wang, Qihua Empirical likelihood for single-index varying-coefficient models. (English) Zbl 1243.62045 Bernoulli 18, No. 3, 836-856 (2012). MSC: 62G05 62G20 62G15 62F12 65C60 PDFBibTeX XMLCite \textit{L. Xue} and \textit{Q. Wang}, Bernoulli 18, No. 3, 836--856 (2012; Zbl 1243.62045) Full Text: DOI arXiv Euclid
de Castro, Yohann; Gamboa, Fabrice Exact reconstruction using Beurling minimal extrapolation. (English) Zbl 1302.94019 J. Math. Anal. Appl. 395, No. 1, 336-354 (2012). MSC: 94A12 65J22 65D30 PDFBibTeX XMLCite \textit{Y. de Castro} and \textit{F. Gamboa}, J. Math. Anal. Appl. 395, No. 1, 336--354 (2012; Zbl 1302.94019) Full Text: DOI
Pang, Zhen; Xue, Liugen Estimation for the single-index models with random effects. (English) Zbl 1368.62082 Comput. Stat. Data Anal. 56, No. 6, 1837-1853 (2012). MSC: 62G05 62G08 62G15 65C60 PDFBibTeX XMLCite \textit{Z. Pang} and \textit{L. Xue}, Comput. Stat. Data Anal. 56, No. 6, 1837--1853 (2012; Zbl 1368.62082) Full Text: DOI
Hwang, Eunju; Shin, Dong Wan Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence. (English) Zbl 1243.62060 Comput. Stat. Data Anal. 56, No. 6, 1581-1593 (2012). MSC: 62G09 62G07 62M10 65C05 62P05 PDFBibTeX XMLCite \textit{E. Hwang} and \textit{D. W. Shin}, Comput. Stat. Data Anal. 56, No. 6, 1581--1593 (2012; Zbl 1243.62060) Full Text: DOI
Chan, Ngai Hang; Kutoyants, Yury A. On parameter estimation of threshold autoregressive models. (English) Zbl 1236.62099 Stat. Inference Stoch. Process. 15, No. 1, 81-104 (2012). MSC: 62M10 62F15 62F12 62E20 65C60 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{Y. A. Kutoyants}, Stat. Inference Stoch. Process. 15, No. 1, 81--104 (2012; Zbl 1236.62099) Full Text: DOI arXiv
Breton, Jean-Christophe; Coeurjolly, Jean-François Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. (English) Zbl 1236.62096 Stat. Inference Stoch. Process. 15, No. 1, 1-26 (2012). MSC: 62M05 60G22 65C60 PDFBibTeX XMLCite \textit{J.-C. Breton} and \textit{J.-F. Coeurjolly}, Stat. Inference Stoch. Process. 15, No. 1, 1--26 (2012; Zbl 1236.62096) Full Text: DOI arXiv
Zhu, Fukang Zero-inflated Poisson and negative binomial integer-valued GARCH models. (English) Zbl 1232.62121 J. Stat. Plann. Inference 142, No. 4, 826-839 (2012). MSC: 62M10 62M09 65C60 PDFBibTeX XMLCite \textit{F. Zhu}, J. Stat. Plann. Inference 142, No. 4, 826--839 (2012; Zbl 1232.62121) Full Text: DOI
Giordano, F.; La Rocca, M.; Perna, C. Properties of the neural network sieve bootstrap. (English) Zbl 1230.62063 J. Nonparametric Stat. 23, No. 3, 803-817 (2011). MSC: 62G09 62M45 62M10 65C05 PDFBibTeX XMLCite \textit{F. Giordano} et al., J. Nonparametric Stat. 23, No. 3, 803--817 (2011; Zbl 1230.62063) Full Text: DOI
Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre On nonlinear Markov chain Monte Carlo. (English) Zbl 1241.60037 Bernoulli 17, No. 3, 987-1014 (2011). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J22 65C05 65C40 PDFBibTeX XMLCite \textit{C. Andrieu} et al., Bernoulli 17, No. 3, 987--1014 (2011; Zbl 1241.60037) Full Text: DOI arXiv
Liang, Han-Ying; de Uña-Álvarez, Jacobo Conditional quantile estimation with auxiliary information for left-truncated and dependent data. (English) Zbl 1219.62058 J. Stat. Plann. Inference 141, No. 11, 3475-3488 (2011). MSC: 62G05 62G20 65C60 PDFBibTeX XMLCite \textit{H.-Y. Liang} and \textit{J. de Uña-Álvarez}, J. Stat. Plann. Inference 141, No. 11, 3475--3488 (2011; Zbl 1219.62058) Full Text: DOI
Helgason, Hannes; Pipiras, Vladas; Abry, Patrice Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding. (English) Zbl 1221.62123 Signal Process. 91, No. 5, 1123-1133 (2011). MSC: 62M10 62M15 65C60 PDFBibTeX XMLCite \textit{H. Helgason} et al., Signal Process. 91, No. 5, 1123--1133 (2011; Zbl 1221.62123) Full Text: DOI
Chen, Jia; Li, Degui; Lin, Zhengyan Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors. (English) Zbl 1216.62026 J. Stat. Plann. Inference 141, No. 9, 3035-3046 (2011). MSC: 62E20 62G05 62J02 62M10 65C05 PDFBibTeX XMLCite \textit{J. Chen} et al., J. Stat. Plann. Inference 141, No. 9, 3035--3046 (2011; Zbl 1216.62026) Full Text: DOI
Kılıç, Rehim Testing for a unit root in a stationary ESTAR process. (English) Zbl 1210.62122 Econom. Rev. 30, No. 3, 274-302 (2011). MSC: 62M10 62F05 62P05 62E20 62G10 62G20 65C60 PDFBibTeX XMLCite \textit{R. Kılıç}, Econom. Rev. 30, No. 3, 274--302 (2011; Zbl 1210.62122) Full Text: DOI
Frías, M. P.; Ruiz-Medina, M. D. Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain. (English) Zbl 1214.62096 J. Stat. Plann. Inference 141, No. 7, 2417-2427 (2011). MSC: 62M30 62M15 65T60 65C60 PDFBibTeX XMLCite \textit{M. P. Frías} and \textit{M. D. Ruiz-Medina}, J. Stat. Plann. Inference 141, No. 7, 2417--2427 (2011; Zbl 1214.62096) Full Text: DOI
Otsu, Taisuke; Whang, Yoon-Jae Testing for nonnested conditional moment restrictions via conditional empirical likelihood. (English) Zbl 1207.62100 Econom. Theory 27, No. 1, 114-153 (2011). MSC: 62G10 62E20 65C60 PDFBibTeX XMLCite \textit{T. Otsu} and \textit{Y.-J. Whang}, Econom. Theory 27, No. 1, 114--153 (2011; Zbl 1207.62100) Full Text: DOI
Wang, Lihong Kernel type smoothed quantile estimation under long memory. (English) Zbl 1247.62232 Stat. Pap. 51, No. 1, 57-67 (2010). MSC: 62M10 62G05 62G20 62G08 65C05 PDFBibTeX XMLCite \textit{L. Wang}, Stat. Pap. 51, No. 1, 57--67 (2010; Zbl 1247.62232) Full Text: DOI
Bickel, Peter J.; Boley, Nathan; Brown, James B.; Huang, Haiyan; Zhang, Nancy R. Subsampling methods for genomic inference. (English) Zbl 1220.62130 Ann. Appl. Stat. 4, No. 4, 1660-1697 (2010). MSC: 62P10 92C40 65C60 92D10 PDFBibTeX XMLCite \textit{P. J. Bickel} et al., Ann. Appl. Stat. 4, No. 4, 1660--1697 (2010; Zbl 1220.62130) Full Text: DOI arXiv
Gannaz, Irène; Wintenberger, Olivier Adaptive density estimation under weak dependence. (English) Zbl 1209.62056 ESAIM, Probab. Stat. 14, 151-172 (2010). MSC: 62G07 62G20 62M10 42C40 65C60 PDFBibTeX XMLCite \textit{I. Gannaz} and \textit{O. Wintenberger}, ESAIM, Probab. Stat. 14, 151--172 (2010; Zbl 1209.62056) Full Text: DOI arXiv EuDML
Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. On the properties of the periodogram of a stationary long-memory process over different epochs with applications. (English) Zbl 1224.62078 J. Time Ser. Anal. 31, No. 1, 20-36 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M15 65T50 62M10 60G10 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., J. Time Ser. Anal. 31, No. 1, 20--36 (2010; Zbl 1224.62078) Full Text: DOI
Palma, Wilfredo; Olea, Ricardo An efficient estimator for locally stationary Gaussian long-memory processes. (English) Zbl 1200.62109 Ann. Stat. 38, No. 5, 2958-2997 (2010). MSC: 62M10 60G15 62M09 65C05 62F12 62G05 PDFBibTeX XMLCite \textit{W. Palma} and \textit{R. Olea}, Ann. Stat. 38, No. 5, 2958--2997 (2010; Zbl 1200.62109) Full Text: DOI arXiv
Gaißer, Sandra; Ruppert, Martin; Schmid, Friedrich A multivariate version of Hoeffding’s phi-square. (English) Zbl 1198.62056 J. Multivariate Anal. 101, No. 10, 2571-2586 (2010). MSC: 62H20 62H05 62G05 62G09 65C60 60F05 62G20 PDFBibTeX XMLCite \textit{S. Gaißer} et al., J. Multivariate Anal. 101, No. 10, 2571--2586 (2010; Zbl 1198.62056) Full Text: DOI
Di, J.; Kolaczyk, E. Complexity-penalized estimation of minimum volume sets for dependent data. (English) Zbl 1203.62105 J. Multivariate Anal. 101, No. 9, 1910-1926 (2010). MSC: 62H10 62G08 62H12 68Q32 62M99 65C60 PDFBibTeX XMLCite \textit{J. Di} and \textit{E. Kolaczyk}, J. Multivariate Anal. 101, No. 9, 1910--1926 (2010; Zbl 1203.62105) Full Text: DOI
Menéndez, Patricia; Ghosh, Sucharita; Beran, Jan On rapid change points under long memory. (English) Zbl 1204.62150 J. Stat. Plann. Inference 140, No. 11, 3343-3354 (2010). MSC: 62M09 62P12 62E20 62P99 65C60 PDFBibTeX XMLCite \textit{P. Menéndez} et al., J. Stat. Plann. Inference 140, No. 11, 3343--3354 (2010; Zbl 1204.62150) Full Text: DOI
Ferrara, Laurent; Guegan, Dominique; Lu, Zhiping Testing fractional order of long memory processes: a Monte Carlo study. (English) Zbl 1192.62196 Commun. Stat., Simulation Comput. 39, No. 4, 795-806 (2010). MSC: 62M10 62F03 65C05 PDFBibTeX XMLCite \textit{L. Ferrara} et al., Commun. Stat., Simulation Comput. 39, No. 4, 795--806 (2010; Zbl 1192.62196) Full Text: DOI HAL
Faÿ, Gilles Moment bounds for non-linear functionals of the periodogram. (English) Zbl 1191.62158 Stochastic Processes Appl. 120, No. 6, 983-1009 (2010). MSC: 62M15 65T50 62M10 PDFBibTeX XMLCite \textit{G. Faÿ}, Stochastic Processes Appl. 120, No. 6, 983--1009 (2010; Zbl 1191.62158) Full Text: DOI arXiv
Wang, Haiyan; Akritas, Michael G. Rank test for heteroscedastic functional data. (English) Zbl 1190.62096 J. Multivariate Anal. 101, No. 8, 1791-1805 (2010). MSC: 62G10 62G20 65C60 PDFBibTeX XMLCite \textit{H. Wang} and \textit{M. G. Akritas}, J. Multivariate Anal. 101, No. 8, 1791--1805 (2010; Zbl 1190.62096) Full Text: DOI
Guillas, Serge; Lai, Ming-Jun Bivariate splines for spatial functional regression models. (English) Zbl 1189.62068 J. Nonparametric Stat. 22, No. 4, 477-497 (2010). MSC: 62G08 65D07 62G20 65C60 62P12 62P10 PDFBibTeX XMLCite \textit{S. Guillas} and \textit{M.-J. Lai}, J. Nonparametric Stat. 22, No. 4, 477--497 (2010; Zbl 1189.62068) Full Text: DOI
de Uña-Álvarez, Jacobo; Liang, Han-Ying; Rodríguez-Casal, Alberto Nonlinear wavelet estimator of the regression function under left-truncated dependent data. (English) Zbl 1189.62076 J. Nonparametric Stat. 22, No. 3, 319-344 (2010). MSC: 62G08 62G07 42C40 62G20 65C60 PDFBibTeX XMLCite \textit{J. de Uña-Álvarez} et al., J. Nonparametric Stat. 22, No. 3, 319--344 (2010; Zbl 1189.62076) Full Text: DOI
Wang, Haiyan; Higgins, James; Blasi, Dale Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence. (English) Zbl 1181.62064 Stat. Probab. Lett. 80, No. 5-6, 390-402 (2010). MSC: 62G10 62E20 65C60 62G35 PDFBibTeX XMLCite \textit{H. Wang} et al., Stat. Probab. Lett. 80, No. 5--6, 390--402 (2010; Zbl 1181.62064) Full Text: DOI
Wang, Lihong; Cai, Haiyan Asymptotic properties of nonparametric regression for long memory random fields. (English) Zbl 1177.62052 J. Stat. Plann. Inference 140, No. 3, 837-850 (2010). MSC: 62G08 62G20 62M40 62M30 62G07 65C60 60F05 PDFBibTeX XMLCite \textit{L. Wang} and \textit{H. Cai}, J. Stat. Plann. Inference 140, No. 3, 837--850 (2010; Zbl 1177.62052) Full Text: DOI
Ramírez, Pepa; Vidakovic, Brani Wavelet density estimation for stratified size-biased sample. (English) Zbl 1177.62046 J. Stat. Plann. Inference 140, No. 2, 419-432 (2010). MSC: 62G07 42C40 65C60 PDFBibTeX XMLCite \textit{P. Ramírez} and \textit{B. Vidakovic}, J. Stat. Plann. Inference 140, No. 2, 419--432 (2010; Zbl 1177.62046) Full Text: DOI
Audrino, Francesco; Bühlmann, Peter Splines for financial volatility. (English) Zbl 1250.91103 J. R. Stat. Soc., Ser. B, Stat. Methodol. 71, No. 3, 655-670 (2009). MSC: 91G70 62M10 65D07 PDFBibTeX XMLCite \textit{F. Audrino} and \textit{P. Bühlmann}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 71, No. 3, 655--670 (2009; Zbl 1250.91103) Full Text: DOI Link
Kachour, M.; Yao, J. F. First-order rounded integer-valued autoregressive (RINAR(l)) process. (English) Zbl 1224.62060 J. Time Ser. Anal. 30, No. 4, 417-448 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 65G50 65C60 PDFBibTeX XMLCite \textit{M. Kachour} and \textit{J. F. Yao}, J. Time Ser. Anal. 30, No. 4, 417--448 (2009; Zbl 1224.62060) Full Text: DOI arXiv
Radulović, Dragan Another look at the disjoint blocks bootstrap. (English) Zbl 1203.62073 Test 18, No. 1, 195-212 (2009). MSC: 62G09 62G20 60F05 65C60 PDFBibTeX XMLCite \textit{D. Radulović}, Test 18, No. 1, 195--212 (2009; Zbl 1203.62073) Full Text: DOI
Kim, Moosup; Lee, Sangyeol Test for tail index change in stationary time series with Pareto-type marginal distribution. (English) Zbl 1200.62054 Bernoulli 15, No. 2, 325-356 (2009). MSC: 62G32 62M10 62M07 62E20 65C60 62G10 PDFBibTeX XMLCite \textit{M. Kim} and \textit{S. Lee}, Bernoulli 15, No. 2, 325--356 (2009; Zbl 1200.62054) Full Text: DOI arXiv
Wang, Kaiping; Lin, Lu; Qi, Ruihua Multiplicative adjustment method for semiparametric regression with mixing dependent data. (English) Zbl 1183.62066 Commun. Stat., Theory Methods 38, No. 20, 3654-3665 (2009). MSC: 62G08 62M10 65C60 62G20 PDFBibTeX XMLCite \textit{K. Wang} et al., Commun. Stat., Theory Methods 38, No. 20, 3654--3665 (2009; Zbl 1183.62066) Full Text: DOI
Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping Efficient estimation of copula-based semiparametric Markov models. (English) Zbl 1191.62140 Ann. Stat. 37, No. 6B, 4214-4253 (2009). MSC: 62M05 62G05 62G20 62H05 65C05 PDFBibTeX XMLCite \textit{X. Chen} et al., Ann. Stat. 37, No. 6B, 4214--4253 (2009; Zbl 1191.62140) Full Text: DOI arXiv
Andersson, Sofia; Rydén, Tobias Subspace estimation and prediction methods for hidden Markov models. (English) Zbl 1191.62141 Ann. Stat. 37, No. 6B, 4131-4152 (2009). MSC: 62M09 62M20 93B15 93B30 65C60 PDFBibTeX XMLCite \textit{S. Andersson} and \textit{T. Rydén}, Ann. Stat. 37, No. 6B, 4131--4152 (2009; Zbl 1191.62141) Full Text: DOI arXiv
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Reimherr, Matthew Break detection in the covariance structure of multivariate time series models. (English) Zbl 1191.62143 Ann. Stat. 37, No. 6B, 4046-4087 (2009). MSC: 62M10 60F17 62P05 62G10 91G70 65C60 62G20 PDFBibTeX XMLCite \textit{A. Aue} et al., Ann. Stat. 37, No. 6B, 4046--4087 (2009; Zbl 1191.62143) Full Text: DOI arXiv
Sun, ShuGuang; Zhang, XinSheng Empirical likelihood estimation of discretely sampled processes of OU type. (English) Zbl 1176.62081 Sci. China, Ser. A 52, No. 5, 908-931 (2009). MSC: 62M05 62M02 62G05 62G20 65C05 PDFBibTeX XMLCite \textit{S. Sun} and \textit{X. Zhang}, Sci. China, Ser. A 52, No. 5, 908--931 (2009; Zbl 1176.62081) Full Text: DOI
Park, Cheolwoo; Vaughan, Amy; Hannig, Jan; Kang, Kee-Hoon SiZer analysis for the comparison of time series. (English) Zbl 1190.62162 J. Stat. Plann. Inference 139, No. 12, 3974-3988 (2009). MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{C. Park} et al., J. Stat. Plann. Inference 139, No. 12, 3974--3988 (2009; Zbl 1190.62162) Full Text: DOI
Li, Fang Testing for the equality of two autoregressive functions using quasi-residuals. (English) Zbl 1165.62032 Commun. Stat., Theory Methods 38, No. 9, 1404-1421 (2009). MSC: 62G08 62M10 62G10 62E20 65C05 PDFBibTeX XMLCite \textit{F. Li}, Commun. Stat., Theory Methods 38, No. 9, 1404--1421 (2009; Zbl 1165.62032) Full Text: DOI
Molinares, Fabio Fajardo; Reisen, Valdério Anselmo; Cribari-Neto, Francisco Robust estimation in long-memory processes under additive outliers. (English) Zbl 1162.62085 J. Stat. Plann. Inference 139, No. 8, 2511-2525 (2009). MSC: 62M10 62G05 62G35 62M15 62F35 65C05 PDFBibTeX XMLCite \textit{F. F. Molinares} et al., J. Stat. Plann. Inference 139, No. 8, 2511--2525 (2009; Zbl 1162.62085) Full Text: DOI
Berkes, István; Gombay, Edit; Horváth, Lajos Testing for changes in the covariance structure of linear processes. (English) Zbl 1159.62031 J. Stat. Plann. Inference 139, No. 6, 2044-2063 (2009). MSC: 62G10 62M10 62M07 60F17 62E20 65C05 PDFBibTeX XMLCite \textit{I. Berkes} et al., J. Stat. Plann. Inference 139, No. 6, 2044--2063 (2009; Zbl 1159.62031) Full Text: DOI
Galves, Antonio; Maume-Deschamps, Véronique; Schmitt, Bernard Exponential inequalities for VLMC empirical trees. (English) Zbl 1182.62165 ESAIM, Probab. Stat. 12, 219-229 (2008). MSC: 62M05 65C60 65C50 60G99 PDFBibTeX XMLCite \textit{A. Galves} et al., ESAIM, Probab. Stat. 12, 219--229 (2008; Zbl 1182.62165) Full Text: DOI EuDML
Zhu, Fukang; Wang, Dehui Local estimation in AR models with nonparametric ARCH errors. (English) Zbl 1189.62150 Commun. Stat., Theory Methods 37, No. 10, 1591-1609 (2008). MSC: 62M10 62G05 62F12 62G20 65C60 62P05 PDFBibTeX XMLCite \textit{F. Zhu} and \textit{D. Wang}, Commun. Stat., Theory Methods 37, No. 10, 1591--1609 (2008; Zbl 1189.62150) Full Text: DOI
Ekström, Magnus Subsampling variance estimation for non-stationary spatial lattice data. (English) Zbl 1164.62069 Scand. J. Stat. 35, No. 1, 38-63 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M40 62G09 62M30 65C60 PDFBibTeX XMLCite \textit{M. Ekström}, Scand. J. Stat. 35, No. 1, 38--63 (2008; Zbl 1164.62069) Full Text: DOI
Ziegelmann, Flavio A. A local linear least-absolute-deviations estimator of volatility. (English) Zbl 1152.62075 Commun. Stat., Simulation Comput. 37, No. 8, 1543-1564 (2008). MSC: 62P05 62G32 62G20 62G08 65C05 PDFBibTeX XMLCite \textit{F. A. Ziegelmann}, Commun. Stat., Simulation Comput. 37, No. 8, 1543--1564 (2008; Zbl 1152.62075) Full Text: DOI
Bouezmarni, Taoufik; Rombouts, Jeroen V. K. Density and hazard rate estimation for censored and \(\alpha\)-mixing data using gamma kernels. (English) Zbl 1147.62029 J. Nonparametric Stat. 20, No. 7, 627-643 (2008). MSC: 62G07 62N01 62N02 62G20 65C60 PDFBibTeX XMLCite \textit{T. Bouezmarni} and \textit{J. V. K. Rombouts}, J. Nonparametric Stat. 20, No. 7, 627--643 (2008; Zbl 1147.62029) Full Text: DOI Link
Biermé, Hermine; Scheffler, Hans-Peter Fourier series approximation of linear fractional stable motion. (English) Zbl 1148.60025 J. Fourier Anal. Appl. 14, No. 2, 180-202 (2008). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 60G18 60E07 65C20 65C50 68U20 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{H.-P. Scheffler}, J. Fourier Anal. Appl. 14, No. 2, 180--202 (2008; Zbl 1148.60025) Full Text: DOI
Wang, Lihong Change-point estimation in long memory nonparametric models with applications. (English) Zbl 1139.62022 Commun. Stat., Simulation Comput. 37, No. 1, 48-61 (2008). MSC: 62G08 62M10 65C05 62G05 62G20 PDFBibTeX XMLCite \textit{L. Wang}, Commun. Stat., Simulation Comput. 37, No. 1, 48--61 (2008; Zbl 1139.62022) Full Text: DOI
Abegaz, Fentaw; Naik-Nimbalkar, U. V. Modeling statistical dependence of Markov chains via copula models. (English) Zbl 1130.62087 J. Stat. Plann. Inference 138, No. 4, 1131-1146 (2008). MSC: 62M05 62M02 65C05 62H20 62P12 PDFBibTeX XMLCite \textit{F. Abegaz} and \textit{U. V. Naik-Nimbalkar}, J. Stat. Plann. Inference 138, No. 4, 1131--1146 (2008; Zbl 1130.62087) Full Text: DOI
Wang, Li; Yang, Lijian Spline-backfitted kernel smoothing of nonlinear additive autoregression model. (English) Zbl 1129.62038 Ann. Stat. 35, No. 6, 2474-2503 (2007). MSC: 62G08 62M10 65C60 PDFBibTeX XMLCite \textit{L. Wang} and \textit{L. Yang}, Ann. Stat. 35, No. 6, 2474--2503 (2007; Zbl 1129.62038) Full Text: DOI arXiv Euclid
Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag; Yao, Qiwei Exploring spatial nonlinearity using additive approximation. (English) Zbl 1127.62087 Bernoulli 13, No. 2, 447-472 (2007). MSC: 62M30 62G20 62G07 65C60 PDFBibTeX XMLCite \textit{Z. Lu} et al., Bernoulli 13, No. 2, 447--472 (2007; Zbl 1127.62087) Full Text: DOI arXiv
Farcomeni, Alessio Some results on the control of the false discovery rate under dependence. (English) Zbl 1142.62048 Scand. J. Stat. 34, No. 2, 275-297 (2007). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62J15 62F05 65C60 PDFBibTeX XMLCite \textit{A. Farcomeni}, Scand. J. Stat. 34, No. 2, 275--297 (2007; Zbl 1142.62048) Full Text: DOI
Lahiri, Soumendra Nath; Zhu, Jun Resampling methods for spatial regression models under a class of stochastic designs. (English) Zbl 1246.62117 Ann. Stat. 34, No. 4, 1774-1813 (2006). MSC: 62G09 62M30 62M10 65C60 PDFBibTeX XMLCite \textit{S. N. Lahiri} and \textit{J. Zhu}, Ann. Stat. 34, No. 4, 1774--1813 (2006; Zbl 1246.62117) Full Text: DOI arXiv Euclid
Levina, Elizaveta; Bickel, Peter J. Texture synthesis and nonparametric resampling of random fields. (English) Zbl 1246.62194 Ann. Stat. 34, No. 4, 1751-1773 (2006). MSC: 62M40 62G09 65C60 91E30 PDFBibTeX XMLCite \textit{E. Levina} and \textit{P. J. Bickel}, Ann. Stat. 34, No. 4, 1751--1773 (2006; Zbl 1246.62194) Full Text: DOI arXiv Euclid
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Segers, Johan; Sousa, Bruno Extremal indices, geometric ergodicity of Markov chains and MCMC. (English) Zbl 1142.65011 Extremes 9, No. 3-4, 213-229 (2006); erratum ibid. 13, No. 3, 373-374 (2010). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C40 60G70 60J22 65C05 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., Extremes 9, No. 3--4, 213--229 (2006; Zbl 1142.65011) Full Text: DOI
Antoniadis, Anestis; Paparoditis, Efstathios; Sapatinas, Theofanis A functional wavelet-kernel approach for time series prediction. (English) Zbl 1110.62122 J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 5, 837-857 (2006). MSC: 62M20 62G08 65T60 PDFBibTeX XMLCite \textit{A. Antoniadis} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 5, 837--857 (2006; Zbl 1110.62122) Full Text: DOI arXiv
Wagenmakers, Eric-Jan; Grünwald, Peter; Steyvers, Mark Accumulative prediction error and the selection of time series models. (English) Zbl 1099.62103 J. Math. Psychol. 50, No. 2, 149-166 (2006). MSC: 62M10 65C60 62F15 62C10 62M20 65C05 PDFBibTeX XMLCite \textit{E.-J. Wagenmakers} et al., J. Math. Psychol. 50, No. 2, 149--166 (2006; Zbl 1099.62103) Full Text: DOI
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man On discriminating between long-range dependence and changes in mean. (English) Zbl 1112.62085 Ann. Stat. 34, No. 3, 1140-1165 (2006). MSC: 62M10 62G10 65C60 PDFBibTeX XMLCite \textit{I. Berkes} et al., Ann. Stat. 34, No. 3, 1140--1165 (2006; Zbl 1112.62085) Full Text: DOI arXiv
Psaradakis, Zacharias Blockwise bootstrap testing for stationarity. (English) Zbl 1086.62088 Stat. Probab. Lett. 76, No. 6, 562-570 (2006). MSC: 62M07 62G09 65C05 PDFBibTeX XMLCite \textit{Z. Psaradakis}, Stat. Probab. Lett. 76, No. 6, 562--570 (2006; Zbl 1086.62088) Full Text: DOI
Craigmile, Peter F. Approximate wavelet-based simulation of long memory processes. (English) Zbl 1061.62131 J. Stat. Comput. Simulation 75, No. 5, 363-379 (2005). MSC: 62M10 65C20 65T60 PDFBibTeX XMLCite \textit{P. F. Craigmile}, J. Stat. Comput. Simulation 75, No. 5, 363--379 (2005; Zbl 1061.62131) Full Text: DOI
Vandekerkhove, Pierre Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models. (English) Zbl 1060.62093 Bernoulli 11, No. 1, 103-129 (2005). MSC: 62M05 62F12 60F15 65C05 62M10 PDFBibTeX XMLCite \textit{P. Vandekerkhove}, Bernoulli 11, No. 1, 103--129 (2005; Zbl 1060.62093) Full Text: DOI
Ait Saidi, Ahmed; Dahmani, Abdelnasser Study of the consistency of a stochastic algorithm under mixing. (Étude de la consistance d’un algorithme stochastique dans un cadre mélangeant.) (French. Abridged English version) Zbl 1143.62310 C. R., Math., Acad. Sci. Paris 340, No. 1, 49-54 (2005). MSC: 62F10 65C60 PDFBibTeX XMLCite \textit{A. Ait Saidi} and \textit{A. Dahmani}, C. R., Math., Acad. Sci. Paris 340, No. 1, 49--54 (2005; Zbl 1143.62310) Full Text: DOI